CME Pit-Traded Corn Future September 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 825-2 814-0 -11-2 -1.4% 803-4
High 826-0 816-6 -9-2 -1.1% 832-6
Low 806-4 801-0 -5-4 -0.7% 801-0
Close 808-6 802-2 -6-4 -0.8% 802-2
Range 19-4 15-6 -3-6 -19.2% 31-6
ATR 17-0 16-7 -0-1 -0.5% 0-0
Volume 69,363 53,030 -16,333 -23.5% 300,598
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 853-7 843-7 810-7
R3 838-1 828-1 806-5
R2 822-3 822-3 805-1
R1 812-3 812-3 803-6 809-4
PP 806-5 806-5 806-5 805-2
S1 796-5 796-5 800-6 793-6
S2 790-7 790-7 799-3
S3 775-1 780-7 797-7
S4 759-3 765-1 793-5
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 907-2 886-4 819-6
R3 875-4 854-6 811-0
R2 843-6 843-6 808-1
R1 823-0 823-0 805-1 817-4
PP 812-0 812-0 812-0 809-2
S1 791-2 791-2 799-3 785-6
S2 780-2 780-2 796-3
S3 748-4 759-4 793-4
S4 716-6 727-6 784-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832-6 801-0 31-6 4.0% 12-6 1.6% 4% False True 60,119
10 832-6 779-0 53-6 6.7% 9-4 1.2% 43% False False 65,435
20 832-6 779-0 53-6 6.7% 11-5 1.5% 43% False False 74,839
40 832-6 626-0 206-6 25.8% 14-2 1.8% 85% False False 80,825
60 832-6 509-4 323-2 40.3% 13-3 1.7% 91% False False 80,404
80 832-6 507-0 325-6 40.6% 12-2 1.5% 91% False False 69,448
100 832-6 507-0 325-6 40.6% 11-1 1.4% 91% False False 61,494
120 832-6 507-0 325-6 40.6% 10-5 1.3% 91% False False 54,931
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 883-6
2.618 858-0
1.618 842-2
1.000 832-4
0.618 826-4
HIGH 816-6
0.618 810-6
0.500 808-7
0.382 807-0
LOW 801-0
0.618 791-2
1.000 785-2
1.618 775-4
2.618 759-6
4.250 734-0
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 808-7 816-6
PP 806-5 811-7
S1 804-4 807-1

These figures are updated between 7pm and 10pm EST after a trading day.

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